+62.7%
MTB vs SUI
-26.3%
+89.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.4% |
| 7D | -1.3% | +6.2% | -7.6% | -3.6% |
| 30D | +0.5% | +8.6% | -8.1% | -2.8% |
| 3M | -12.4% | +1.0% | -13.4% | -13.0% |
| 6M | +1.5% | -2.6% | +4.1% | +2.0% |
| YTD | +10.3% | -0.1% | +10.4% | +9.5% |
| 1Y | +22.2% | +0.5% | +21.7% | +21.0% |
| 3Y | +96.9% | +15.3% | +81.7% | +80.3% |
| All | +62.7% | -26.3% | +89.0% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling